We consider the kinetic energy of the taut strings accompanying trajectories of a Wiener process and a random walk. Under certain assumptions on the band width, it is shown that the energy of a taut string accompanying a random walk within a band satisfies the same strong law of large numbers as proved earlier for a Wiener process and a fixed band width. New results for Wiener processes are also obtained.

Original languageEnglish
Pages (from-to)9-23
Number of pages15
JournalProbability and Mathematical Statistics
Volume41
Issue number1
DOIs
StatePublished - 2021

    Research areas

  • Kinetic energy, KMT-approximation, Random walk, Taut string, Wiener process

    Scopus subject areas

  • Statistics and Probability

ID: 84618196